+123.4%
ALLY vs WCN
+572.4%
-448.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +3.7% | -0.6% | +4.3% | +4.0% |
| 30D | -2.3% | +0.4% | -2.7% | -2.5% |
| 3M | +3.8% | +7.3% | -3.5% | -0.5% |
| 6M | +9.7% | -2.5% | +12.2% | +10.0% |
| YTD | -1.4% | -5.4% | +4.0% | 0.0% |
| 1Y | +8.2% | -8.5% | +16.7% | +11.5% |
| 3Y | +66.5% | +20.8% | +45.7% | +42.9% |
| 5Y | +1.2% | +30.0% | -28.8% | -18.4% |
| 10Y | +191.4% | +238.4% | -47.0% | +47.0% |
| All | +123.4% | +572.4% | -448.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling